An IV framework for combining sign and long-run parametric restrictions in SVARs
Year of publication: |
2019
|
---|---|
Authors: | Fisher, Lance A. ; Huh, Hyeon-seung |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 61.2019, p. 1-12
|
Subject: | Algorithms | Generated coefficients | Instrumental variables | Long-run parametric restrictions | Sign restrictions | Structural vector-autoregression |
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